Citi

Equity Derivatives Quant Development - Assistant Vice President

Citi(2 months ago)

United States, New York, NYOnsiteFull TimeSenior$150,000 - $175,000Quantitative Analysis
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About this role

A Senior Quantitative Analyst supporting equity derivatives pricing as part of a Quant Dev team at a major bank. The role leverages deep subject-matter and industry knowledge to influence model and library design, process improvements, and cross-functional objectives. The position has significant impact across projects and regularly assumes informal leadership and mentoring responsibilities within the area.

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Required Skills

  • C++
  • C#
  • .NET
  • Python
  • SQL
  • Numerical Methods
  • Monte Carlo
  • PDE Solvers
  • Software Design
  • Risk Management

Qualifications

  • Bachelor's Degree
Citi

About Citi

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